Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.41% | 11.64 CHF | 11.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 233'597 CHF | 234'547 CHF | 98.83% | 98.83% |
24.04.2024 | 0.40% | 11.71 CHF | 11.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 234'907 CHF | 235'847 CHF | 100.00% | 100.00% |
23.04.2024 | 0.40% | 11.73 CHF | 11.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 234'221 CHF | 235'161 CHF | 100.00% | 100.00% |
22.04.2024 | 0.40% | 11.64 CHF | 11.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 232'661 CHF | 233'601 CHF | 100.00% | 100.00% |
19.04.2024 | 0.40% | 11.60 CHF | 11.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 231'522 CHF | 232'443 CHF | 100.00% | 100.00% |
18.04.2024 | 0.40% | 11.63 CHF | 11.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 232'281 CHF | 233'219 CHF | 100.00% | 100.00% |
17.04.2024 | 0.40% | 11.62 CHF | 11.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 232'374 CHF | 233'311 CHF | 100.00% | 100.00% |
16.04.2024 | 0.40% | 11.60 CHF | 11.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 232'310 CHF | 233'246 CHF | 100.00% | 100.00% |
15.04.2024 | 0.40% | 11.72 CHF | 11.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 234'998 CHF | 235'938 CHF | 100.00% | 100.00% |
12.04.2024 | 0.40% | 11.73 CHF | 11.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 235'742 CHF | 236'682 CHF | 100.00% | 100.00% |